+335.7%
CSCO vs DPZ
+134.3%
+201.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +6.6% | -2.5% | +9.0% | +7.0% |
| 30D | -11.3% | +12.5% | -23.9% | -13.3% |
| 3M | -17.3% | -5.2% | -12.1% | -16.8% |
| 6M | +3.5% | +8.8% | -5.2% | +1.0% |
| YTD | +34.9% | -18.7% | +53.5% | +39.2% |
| 1Y | +40.5% | -15.7% | +56.2% | +43.7% |
| 3Y | +109.3% | -7.5% | +116.8% | +106.5% |
| 5Y | +105.9% | -30.1% | +136.0% | +112.4% |
| All | +335.7% | +134.3% | +201.4% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling